Package com.opengamma.financial.analytics.curve

Examples of com.opengamma.financial.analytics.curve.CurveConstructionConfigurationSource


  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveConstructionConfigurationSource curveConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
    final Instant versionTime = atZDT.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS).toInstant();
    //TODO work out a way to use dependency graph to get curve information for this config
    final CurveConstructionConfiguration curveConstructionConfiguration = curveConfigurationSource.getCurveConstructionConfiguration(_configurationName,
        VersionCorrection.of(versionTime, versionTime));
    if (curveConstructionConfiguration == null) {
      throw new OpenGammaRuntimeException("Could not get curve construction configuration called " + _configurationName);
    }
    final Set<ValueRequirement> exogenousRequirements = new HashSet<>();
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  @Override
  public CompiledFunctionDefinition compile(final FunctionCompilationContext context, final Instant atInstant) {
    final ZonedDateTime atZDT = ZonedDateTime.ofInstant(atInstant, ZoneOffset.UTC);
    final ConfigSource configSource = OpenGammaCompilationContext.getConfigSource(context);
    final CurveConstructionConfigurationSource curveConfigurationSource = new ConfigDBCurveConstructionConfigurationSource(configSource);
    final Instant versionTime = atZDT.plus(1, ChronoUnit.HOURS).truncatedTo(ChronoUnit.HOURS).toInstant();
    //TODO work out a way to use dependency graph to get curve information for this config
    final CurveConstructionConfiguration curveConstructionConfiguration = curveConfigurationSource.getCurveConstructionConfiguration(_configurationName,
        VersionCorrection.of(versionTime, versionTime));
    if (curveConstructionConfiguration == null) {
      throw new OpenGammaRuntimeException("Could not get curve construction configuration called " + _configurationName);
    }
    final ConventionSource conventionSource = OpenGammaCompilationContext.getConventionSource(context);
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